All spell casters gain their abilities through a form of demon possession. So in order to gain magical abilites, PCs must track down and trap demons. Of course there are some pretty powerful demons, if the demon is stronger than the PC, the PC could find themselves subjugated to the Demon's will.
A large vertical cave has a constant, strong wind blowing out of it from the bowels of the earth. If one was to jump into the currents they would have a controlled ascent on the winds till they reached a height where their weight and the winds force reached equilibrium. Impossible to climb down naturally. What is it? Natural winds from the earth or a complex magical protection for an underground lair?